+411.0%
TSM vs ZM
+30.9%
+380.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +3.1% |
| 7D | +6.0% | +1.6% | +4.4% | +5.7% |
| 30D | +4.5% | -7.7% | +12.2% | +5.6% |
| 3M | +3.1% | -4.7% | +7.8% | +3.8% |
| 6M | +30.2% | +24.4% | +5.8% | +23.7% |
| YTD | +45.2% | +11.8% | +33.4% | +40.3% |
| 1Y | +79.6% | +13.4% | +66.2% | +72.5% |
| 3Y | +411.0% | +33.8% | +377.2% | +364.1% |
| All | +411.0% | +30.9% | +380.1% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling